PCA Index Dashboard Examples

This script was last run at 2024-03-12 15:12:37.662900+00:00 (UTC)
In US/Central Time, this is 2024-03-12 10:12:37.662900-05:00

	High Yield Index OAS	10Y-2Y Spread	VIX	CP - Treasury Spread, 3m	NASDAQ Ret (transformed)	10-Year Treasury (transformed)
DATE
1997-01-02	-0.897894	-0.476789	0.085206	-0.006709	0.546213	0.254907
1997-01-03	-0.886186	-0.476789	-0.156548	0.008818	0.745770	0.205765
1997-01-06	-0.882283	-0.476789	-0.065139	-0.014472	0.778644	0.269687
1997-01-07	-0.882283	-0.455954	-0.130087	-0.045527	0.838264	0.383264
1997-01-08	-0.893991	-0.455954	-0.023042	-0.084344	0.786305	0.496449
...	...	...	...	...	...	...
2024-03-05	-0.800329	-1.497711	-0.718235	1.670222	1.214551	-0.158836
2024-03-06	-0.815940	-1.528963	-0.713424	1.670222	1.123791	-0.203223
2024-03-07	-0.815940	-1.497711	-0.720640	1.809966	1.133116	-0.250779
2024-03-08	-0.819842	-1.476876	-0.684558	1.872074	1.023334	-0.227794
2024-03-11	-0.819842	-1.497711	-0.626825	1.872074	0.925034	-0.227794

7184 rows × 6 columns

pc1

DATE
1997-01-02   -0.579966
1997-01-03   -0.686203
1997-01-06   -0.669081
1997-01-07   -0.705498
1997-01-08   -0.675145
                ...   
2024-03-05   -1.525806
2024-03-06   -1.512464
2024-03-07   -1.532555
2024-03-08   -1.511688
2024-03-11   -1.479317
Name: PC1, Length: 7184, dtype: float64

# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()

<Axes: xlabel='DATE'>

fig = px.line(pc1)
fig.show()